Kosovo's Prime Minister, Hashim Thaci says he wants an independent investigation to "dispel the mist" surrounding allegations he led a gang that murdered detainees to sell their kidneys.

Thaci told The Associated Press in an interview on Tuesday he has "nothing to hide" and pledged Kosovo authorities will be "very cooperative" in dealing with allegations made in a report by Council of Europe investigator Dick Marty that the Kosovo Liberation Army, led by Thaci, killed Serb and Albanian civilian captives to sell their kidneys in 1999.

"It is a mist that I must and will work to dispel," Thaci said.

He said the allegations were aimed at undermining Kosovo's 2008 declaration of independence from Serbia.